银行信用卡信用风险管理分析

　　摘 要

　　论文以 Z 银行信用卡中心作为研究案例，针对该银行信用卡不良率居高不降的存在问题，通过研究信用卡贷后管理业务数据，对其现存客群做分析，找出问题客群，提出建立贷前、贷中、贷后的全面的风险控制机制等具体措施。研究过程可以作为各大商业银行信用卡中心解决与防范信用风险的一个参考案例。

　　本文的研究是基于如下实际背景，即随着中国经济迅速的发展，居民购买力的不断增强以及在消费观念方面的转变，信用卡作为一种便捷的交易方式，在国内迅速地发展。已经成为当今社会不可缺少的重要支付方式之一，也成为各银行争相发展的重点业务之一。但是，在经历了多年跑马圈地式的快速发展之后，为了竭力扩大客户规模，各大银行普遍存在滥发卡的现象，大量的发卡的同时带来了巨大的风险敞口。而近年以来经济增速下滑、持卡人偿债能力下降，各银行的逾期率与不良率也悄然上升，让银行尝到了盲目发卡的恶果。此外，目前各家银行的流动性紧张、总行规模限制成常态，各卡中心贷款规模受约束；资金成本上升带来的资本约束；经济下行带来风险约束。如何在规模约束、资本约束和风险约束的前提下降低不良率，如何由“跑马圈地”向“精耕细作”转型，如何调整客群结构是各家信用卡中心未来发展主题。

　　从信用卡信用风险进行剖析，提出可行的风险管理优化策略建议，一方面希望通过采用提出的优化策略建议，帮助卡中心优化客群结构、降低不良率，从而达到卡中心经营管理目标；另一方面也希望该分析方法与策略建议能对其他商业银行信用卡业务的风险分析与控制起到一定的理论指导与借鉴意义。

　　关键词：信用卡；信用风险；不良率；风险管理

　　Abstract

　　With the rapid economic development in China, increment of resident's purchasing poweras well as the change of consumption concept, credit card as a convenient way of trading hasbeen developing in China quickly. Credit card has become one of the indispensable andimportant means of payment in today's society, and it is one of the key businesses that thebanks are scrambling to develop.

　　After years of rapid development in the credit card business, the banks have issuedexcessive credit cards for expanding their customer scale, which has led to huge risk exposurein this aspect. With the slowdown in economic growth for the recent years, the cardholder'ssolvency is decreasing and the overdue and bad-debt rate is also quietly rising which are theinsidious effects from the blind expansion of the credit card issuance.

　　In addition, there are many restrictions of the credit card services, which are from thefollowing aspect: the scale of loan service has been restricted due to the tense of flexibility ofbank services and the limitation of the head office; the capital constrained since the rising costof capital; and the economic downside risk constraint. How to reduce bad-debt rate under theloan services constraints, capital constraints and risk constraints, how to change the credit cardbusiness from blind expansion of customer volume to intensive and meticulous developmentand operation and how to adjust the structure of customers are the future development focus ofthe Credit Card Center.

　　Focusing on the existing problems of high bad-debt rate of the credit card business, thisthesis used Z Bank Credit Card Center as a case study to solve the collection problem as wellas its existing customers portfolio problem, figure out the defective customers and propose acomprehensive risk control mechanism for pre-loan, during loan and pro-loan management.This thesis can be used as a case reference for the credit risk solution and prevention bycommercial bank credit card centers.

　　This thesis performed a credit card credit risk analysis and proposed the risk managementstrategy and feasible recommendations. On one hand, I hope that through the use of theproposed optimization strategy suggestions, the credit card center can optimize the customersstructure, reduce bad-debt rate and overall reach the card center management objectives. Onthe other hand, I hope that the analysis and suggestions can serve as a theory guidance andreference for the risk analysis and risk control of commercial bank credit card business.

　　Key words:Credit Card; Credit Risk; bad-debt rate; Risk Management
 

　　目 录

　　摘 要

　　ABSTRACT

　　目 录

　　第一章 绪 论

　　1.1 选题背景与意义

　　1.1.1 选题背景

　　1.1.2 选题意义

　　1.2 文献综述

　　1.2.1 国外文献综述

　　1.2.2 国内文献综述

　　1.3 主要研究内容、思路与方法

　　1.3.1 研究内容

　　1.3.2 研究思路

　　1.3.3 研究方法

　　第二章 Z 银行信用卡发展环境及风险成因

　　2.1 Z 银行信用卡发展环境

　　2.1.1 信用卡行业整体发展现状

　　2.1.2 信用卡行业的环境介绍与发展趋势

　　2.1.3 Z 银行信用卡中心发展历程

　　2.2 信用卡风险类型及信用风险成因

　　2.2.1 信用卡风险类型

　　2.2.2 信用卡信用风险成因

　　2.3 本章小结

　　第三章 信用卡中心现有客群的信用风险控制

　　3.1 Z 银行信用卡现存客群的风险管理现状

　　3.1.1 风险管理团队架构

　　3.1.2 贷后管理流程介绍

　　3.2 现存风险客群分析

　　3.2.1 进件渠道分布--网络发卡渠道

　　3.2.2 行业分布--钢贸行业

　　3.3 卡中心风险管理存在的问题

　　3.4 对存量不良客群的策略优化

　　3.5 本章小结

　　第四章 信用卡未来客群信用风险的策略优化

　　4.1 完善信用卡信用风险管理体系

　　4.2 对未来不良风险管理策略优化

　　4.2.1 贷前策略优化

　　4.2.2 贷中策略优化

　　4.2.3 贷后策略优化

　　4.3 展望与规划

　　4.4 本章小结

　　结论

　　参考文献

　　致 谢